This script holds several useful functions from statistics and machine learning (ML) and takes measurement of a volume weighted distance in order to identify local trends. It attempts at applying ML techniques to time series processing, shows how different distance measures behave and gives you an arsenal of tools for your endeavors. Tested with BTCUSD.
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I am learning pine script at the moment and this is my first attempt at creating an expire time based strategy for binary options based on a simple example like the built-in Channel Break Out Strategy.